+272.4%
VFC vs RBA
+4,003.4%
-3,731.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.5% |
| 7D | +11.2% | +4.3% | +6.9% | +10.0% |
| 30D | +41.5% | +16.3% | +25.2% | +36.0% |
| 3M | +38.9% | +1.3% | +37.6% | +38.2% |
| 6M | +6.1% | -11.1% | +17.2% | +8.9% |
| YTD | +14.5% | -8.5% | +23.0% | +16.4% |
| 1Y | +46.0% | -2.1% | +48.1% | +46.0% |
| 3Y | +36.4% | +44.6% | -8.2% | +23.3% |
| 5Y | -67.5% | +36.8% | -104.4% | -70.9% |
| 10Y | -45.8% | +227.3% | -273.2% | -62.0% |
| All | +272.4% | +4,003.4% | -3,731.0% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling